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Linear algebra is the foundation of modern science, and the fact that computers can do linear algebra very fast is one of the primary reasons modern algorithms work so well in practice. In this blog post we will dive into some of the principles of fast numerical linear algebra, and learn how to solve least-squares problems using the GMRES algorithm. We apply this to the deconvolution problem, which we already discussed at length in previous blog posts. Linear least-squares problem The linear lea...